Thanks for sharing your code. I am new to Python and CNN. I found your post on Medium and would like to try out your code, logic, and approaches on my own Mac OS.
I am able to follow through your code in "Neural networks for algorithmic trading. Part One Simple time series forecasting.ipython" up to the following error.
TypeErrorTraceback (most recent call last)
in ()
6 X, Y = split_into_chunks(timeseries, TRAIN_SIZE, TARGET_TIME, LAG_SIZE, binary=False, scale=False)
7 X, Y = np.array(X), np.array(Y)
----> 8 X_train, X_test, Y_train, Y_test = create_Xt_Yt(X, Y, percentage=0.9)
9
10 Xp, Yp = split_into_chunks(timeseries, TRAIN_SIZE, TARGET_TIME, LAG_SIZE, binary=False, scale=False)
in create_Xt_Yt(X, y, percentage)
85 print ("len(X):", len(X))
86 print ("len(y):", len(y))
---> 87 X_train = X[0:len(X) * percentage]
88 Y_train = y[0:len(y) * percentage]
89
TypeError: slice indices must be integers or None or have an __index__ method
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Can you please help to shed some lights on this issue?
Thanks,
Kiko
Hi Alex,
Thanks for sharing your code. I am new to Python and CNN. I found your post on Medium and would like to try out your code, logic, and approaches on my own Mac OS. I am able to follow through your code in "Neural networks for algorithmic trading. Part One Simple time series forecasting.ipython" up to the following error.
TypeErrorTraceback (most recent call last)